Reflection and coalescence between independent one-dimensional Brownian paths

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Publication:1584874





A particular case of the results is the following: Let \(B\) be the Brownian motion starting at \(0\) in \([0,1]\) and let \(\beta\) be \(B\) running backwards from \(\beta(1)= 0\). Let \(C\) and \(\gamma\) be processes ``reflected (\(B\) in \(\beta\) and \(\beta\) in \(B\)). Then \((C,\beta)\) and \((B,\gamma)\) are identical in law.




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